+30.5%
RF vs PLTD
-77.8%
+108.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | +0.4% |
| 7D | +1.3% | +5.9% | -4.6% | +2.0% |
| 30D | -3.6% | -11.6% | +8.0% | -4.8% |
| 3M | +8.1% | -29.9% | +38.0% | +5.2% |
| 6M | +11.5% | -28.5% | +40.0% | +9.2% |
| YTD | +15.6% | -20.4% | +36.0% | +15.6% |
| 1Y | +15.7% | -33.3% | +48.9% | +12.9% |
| All | +30.5% | -77.8% | +108.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling